+43.5%
CVX vs M
+30.1%
+13.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +1.5% |
| 7D | +1.0% | -4.1% | +5.0% | +0.6% |
| 30D | +10.7% | -13.6% | +24.3% | +9.4% |
| 3M | +15.5% | -2.3% | +17.8% | +15.4% |
| 6M | +14.9% | +21.9% | -7.0% | +16.3% |
| YTD | +44.2% | -0.6% | +44.8% | +46.2% |
| 1Y | +43.5% | +29.7% | +13.8% | +42.4% |
| All | +43.5% | +30.1% | +13.4% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling